Euro Bund Future June 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
122.88 |
123.28 |
0.40 |
0.3% |
122.74 |
High |
123.41 |
123.60 |
0.19 |
0.2% |
123.52 |
Low |
122.83 |
123.27 |
0.44 |
0.4% |
122.62 |
Close |
123.11 |
123.47 |
0.36 |
0.3% |
123.44 |
Range |
0.58 |
0.33 |
-0.25 |
-43.1% |
0.90 |
ATR |
0.51 |
0.51 |
0.00 |
-0.3% |
0.00 |
Volume |
821,388 |
731,922 |
-89,466 |
-10.9% |
2,933,405 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.44 |
124.28 |
123.65 |
|
R3 |
124.11 |
123.95 |
123.56 |
|
R2 |
123.78 |
123.78 |
123.53 |
|
R1 |
123.62 |
123.62 |
123.50 |
123.70 |
PP |
123.45 |
123.45 |
123.45 |
123.49 |
S1 |
123.29 |
123.29 |
123.44 |
123.37 |
S2 |
123.12 |
123.12 |
123.41 |
|
S3 |
122.79 |
122.96 |
123.38 |
|
S4 |
122.46 |
122.63 |
123.29 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.89 |
125.57 |
123.94 |
|
R3 |
124.99 |
124.67 |
123.69 |
|
R2 |
124.09 |
124.09 |
123.61 |
|
R1 |
123.77 |
123.77 |
123.52 |
123.93 |
PP |
123.19 |
123.19 |
123.19 |
123.28 |
S1 |
122.87 |
122.87 |
123.36 |
123.03 |
S2 |
122.29 |
122.29 |
123.28 |
|
S3 |
121.39 |
121.97 |
123.19 |
|
S4 |
120.49 |
121.07 |
122.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.60 |
122.54 |
1.06 |
0.9% |
0.45 |
0.4% |
88% |
True |
False |
787,862 |
10 |
123.77 |
122.53 |
1.24 |
1.0% |
0.50 |
0.4% |
76% |
False |
False |
825,199 |
20 |
123.78 |
122.07 |
1.71 |
1.4% |
0.47 |
0.4% |
82% |
False |
False |
772,160 |
40 |
123.78 |
121.10 |
2.68 |
2.2% |
0.46 |
0.4% |
88% |
False |
False |
491,067 |
60 |
123.78 |
120.42 |
3.36 |
2.7% |
0.45 |
0.4% |
91% |
False |
False |
327,568 |
80 |
123.78 |
119.52 |
4.26 |
3.5% |
0.43 |
0.3% |
93% |
False |
False |
245,699 |
100 |
123.78 |
119.52 |
4.26 |
3.5% |
0.36 |
0.3% |
93% |
False |
False |
196,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125.00 |
2.618 |
124.46 |
1.618 |
124.13 |
1.000 |
123.93 |
0.618 |
123.80 |
HIGH |
123.60 |
0.618 |
123.47 |
0.500 |
123.44 |
0.382 |
123.40 |
LOW |
123.27 |
0.618 |
123.07 |
1.000 |
122.94 |
1.618 |
122.74 |
2.618 |
122.41 |
4.250 |
121.87 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
123.46 |
123.34 |
PP |
123.45 |
123.20 |
S1 |
123.44 |
123.07 |
|